Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <doi:10.48550/arXiv.1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <doi:10.48550/arXiv.1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <doi:10.48550/arXiv.2007.03238>.
| Version: | 1.0.2 |
| Imports: | Rcpp (≥ 1.0.2), Rdpack, ggplot2, reshape2, Matrix |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2021-07-15 |
| DOI: | 10.32614/CRAN.package.RobKF |
| Author: | Alex TM Fisch [aut], Daniel Grose [aut, cre], Idris A Eckley [aut, ths], Paul Fearnhead [aut, ths], Lawrence Bardwell [aut, ctb] |
| Maintainer: | Daniel Grose <dan.grose at lancaster.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | yes |
| Materials: | README |
| In views: | AnomalyDetection, TimeSeries |
| CRAN checks: | RobKF results |
| Reference manual: | RobKF.html , RobKF.pdf |
| Package source: | RobKF_1.0.2.tar.gz |
| Windows binaries: | r-devel: RobKF_1.0.2.zip, r-release: RobKF_1.0.2.zip, r-oldrel: RobKF_1.0.2.zip |
| macOS binaries: | r-release (arm64): RobKF_1.0.2.tgz, r-oldrel (arm64): RobKF_1.0.2.tgz, r-release (x86_64): RobKF_1.0.2.tgz, r-oldrel (x86_64): RobKF_1.0.2.tgz |
| Old sources: | RobKF archive |
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